+39.2%
AEM vs ROL
-35.4%
+74.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | -0.5% | -1.4% | +0.9% | -0.4% |
| 30D | +24.0% | -4.1% | +28.1% | +24.5% |
| 3M | +16.1% | -22.5% | +38.6% | +19.8% |
| 6M | -11.6% | -37.7% | +26.0% | -3.4% |
| YTD | +21.5% | -39.6% | +61.1% | +35.1% |
| 1Y | +39.2% | -36.0% | +75.2% | +53.3% |
| All | +39.2% | -35.4% | +74.6% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ROL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling